Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
26/09/2024 | 1,56% | 3,71 CHF | 3,77 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 57 105 CHF | 58 005 CHF | 99,99% | 99,99% |
25/09/2024 | 1,69% | 3,56 CHF | 3,62 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 52 968 CHF | 53 868 CHF | 100,00% | 100,00% |
24/09/2024 | 1,57% | 3,81 CHF | 3,87 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 56 846 CHF | 57 746 CHF | 100,00% | 100,00% |
23/09/2024 | 1,65% | 3,65 CHF | 3,71 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 54 042 CHF | 54 942 CHF | 100,00% | 100,00% |
20/09/2024 | 1,46% | 4,03 CHF | 4,09 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 61 408 CHF | 62 308 CHF | 100,00% | 100,00% |
19/09/2024 | 1,40% | 4,18 CHF | 4,24 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 63 745 CHF | 64 645 CHF | 98,17% | 98,17% |
18/09/2024 | 1,33% | 3,86 CHF | 3,92 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 67 370 CHF | 68 270 CHF | 100,00% | 100,00% |
12/09/2024 | 1,84% | 3,41 CHF | 3,47 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 48 571 CHF | 49 471 CHF | 99,98% | 99,98% |
11/09/2024 | 2,40% | 2,86 CHF | 2,92 CHF | 15 000 | 15 000 | 14 989 | 14 989 | 37 117 CHF | 38 017 CHF | 99,61% | 99,61% |
10/09/2024 | 2,74% | 2,27 CHF | 2,33 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 32 458 CHF | 33 358 CHF | 100,00% | 100,00% |